Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 150928.6862 | 122576.5929 | 28352.0932 | 79303.4473 | 110973.8985 | -31670.4512 |
Total P&L (%) | 150.9287 | 122.5766 | 28.3521 | 79.3034 | 110.9739 | -31.6705 |
Avg Daily Profit (%) | 0.2898 | 0.2353 | 0.0544 | 0.1122 | 0.1434 | -0.0731 |
Buy And Hold Return (%) | 19.3938 | 19.3938 | 19.3938 | 19.3938 | 19.3938 | 19.3938 |
Max Trade Drawdown | -60115 | -56419 | -60944 | -165690 | -76432 | -151559 |
Profit Factor | 1.1734 | 1.2821 | 1.065 | 1.0575 | 1.1615 | 0.9542 |
Total Trades | 444 | 222 | 222 | 444 | 222 | 222 |
Winning Trades | 288 | 149 | 139 | 288 | 149 | 139 |
Losing Trades | 156 | 73 | 83 | 156 | 73 | 83 |
Profitability (%) | 64.8649 | 67.1171 | 62.6126 | 64.8649 | 67.1171 | 62.6126 |
Ratio Avg Win / Avg Loss | 0.6356 | 0.6281 | 0.636 | 0.5728 | 0.569 | 0.5698 |
Largest Winning Trade | 23590 | 23590 | 14948 | 20705 | 20705 | 16974 |
Largest Losing Trade | -38668 | -31195 | -38668 | -113109 | -38837 | -113109 |
Avg Bars in Trades | 55 | 56 | 54 | 55 | 56 | 54 |
Avg Bars in Winners | 36 | 37 | 35 | 36 | 37 | 35 |
Avg Bars in Losers | 91 | 95 | 87 | 91 | 95 | 87 |
Bars Traded | 24829 | 12637 | 12192 | 24829 | 12637 | 12192 |
Profit Streak | 6.1213 | 6.1213 | 13.4963 | 6.1213 | 6.1213 | 13.4963 |
Trades During Streak | 4 | 2 | 5 | 4 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -17757 | 331298 | -289684 | -199011 | -43548 | -577508 |
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{ "first_band": { "type": "ssf", "factors": { "length": 34, "offset": 0, "poles": 3 } }, "second_band": { "type": "t3", "factors": { "length": 60, "offset": 0, "a": 0.6066 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ 150928.6861536547, 122576.5929072657, 28352.0932463887, 79303.4472876171, 110973.8984729087, -31670.4511852915 ], [ 150.928686, 122.576593, 28.352093, 79.303447, 110.973898, -31.670451 ], [ 0.289785, 0.235349, 0.054436, 0.112174, 0.143444, -0.073093 ], [ 19.393796, 19.393796, 19.393796, 19.393796, 19.393796, 19.393796 ], [ -60115, -56419, -60944, -165690, -76432, -151559 ], [ 1.173389, 1.282113, 1.065032, 1.057497, 1.161473, 0.954233 ], [ 444, 222, 222, 444, 222, 222 ], [ 288, 149, 139, 288, 149, 139 ], [ 156, 73, 83, 156, 73, 83 ], [ 64.864865, 67.117117, 62.612613, 64.864865, 67.117117, 62.612613 ], [ 0.635585, 0.628149, 0.635954, 0.572811, 0.569044, 0.569794 ], [ 23590, 23590, 14948, 20705, 20705, 16974 ], [ -38668, -31195, -38668, -113109, -38837, -113109 ], [ 55, 56, 54, 55, 56, 54 ], [ 36, 37, 35, 36, 37, 35 ], [ 91, 95, 87, 91, 95, 87 ], [ 24829, 12637, 12192, 24829, 12637, 12192 ], [ 6.121296, 6.121296, 13.496296, 6.121296, 6.121296, 13.496296 ], [ 4, 2, 5, 4, 2, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -17757, 331298, -289684, -199011, -43548, -577508 ] ] }
{ "trading_pair": "PENDLE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714440600000, "first_datapoint_time": 1714546800000, "last_datapoint_time": 1759438800000, "evaluation_time": 1759440280003, "expiration_time": 1765918800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 34, "offset": 0, "poles": 3 } }, "second_band": { "type": "t3", "factors": { "length": 60, "offset": 0, "a": 0.6066 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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